Optimal Stopping and Free-Boundary Problems
-
- 54٫99 US$
-
- 54٫99 US$
وصف الناشر
Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles.
النوع
علم وطبيعة
تاريخ النشر
٢٠٠٦
١٠ نوفمبر
اللغة
EN
الإنجليزية
عدد الصفحات
٥٢٤
الناشر
Birkhäuser Basel
البائع
Springer Nature B.V.
الحجم
١٢٫٥
م.ب.
Large Deviations For Performance Analysis
٢٠١٩
Applied Stochastic Control of Jump Diffusions
٢٠٠٦
Recent Advances in Delay Differential and Difference Equations
٢٠١٤
Optimal Stopping Rules
٢٠٠٧
Introductory Lectures on Fluctuations of Lévy Processes with Applications
٢٠٠٦
Point Process Theory and Applications
٢٠٠٦